//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ANOVA model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Korrelation
Multivariate Analyse
Analysis of variance
9
Varianzanalyse
9
Correlation
6
Theorie
5
Theory
5
Estimation
4
Portfolio selection
4
Portfolio-Management
4
Schätzung
4
Volatility
4
Volatilität
4
Capital income
3
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Covariance matrix
2
Epps effect
2
Forecasting model
2
Measurement
2
Messung
2
Prognoseverfahren
2
Realized covariance
2
Simulation
2
American-style derivatives
1
Börsenkurs
1
CAPM
1
Derivat
1
Derivative
1
Deutschland
1
Dynamic model averaging
1
Exchange rate
1
Expected shortfall
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Germany
1
High-dimension
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Buccheri, G.
1
Buccheri, Giuseppe
1
Chung, Munki
1
Fabozzi, Frank J.
1
Gribisch, Bastian
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lee, Yongjae
1
Li, Wai Keung
1
Livieri, Giulia
1
Mboussa Anga, G.
1
Pirino, Davide
1
Pollastri, Alessandro
1
Santos, André A. P.
1
Shen, Keren
1
Stollenwerk, Michael
1
Yao, Jianfeng
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
21
Journal of financial econometrics
10
Journal of empirical finance
9
Journal of banking & finance
8
Working paper
8
Discussion paper / Tinbergen Institute
7
Finance research letters
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working paper series / University of Zurich, Department of Economics
6
CORE discussion papers : DP
5
International journal of forecasting
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
SFB 649 discussion paper
5
Applied economics
3
CREATES research paper
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
Applied economics letters
2
Cardiff economics working papers
2
Discussion papers in economics
2
Econometric reviews
2
Economic modelling
2
Economics letters
2
Economics working paper
2
European journal of operational research : EJOR
2
Financial markets and portfolio management
2
Global COE Hi-Stat discussion paper series
2
International journal of production research
2
International review of financial analysis
2
Journal of applied econometrics
2
Journal of investment management : JOIM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research notes in economics & statistics
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
3
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
4
Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren
;
Yao, Jianfeng
;
Li, Wai Keung
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
Saved in:
5
A closed-form formula characterization of the Epps effect
Buccheri, Giuseppe
;
Livieri, Giulia
;
Pirino, Davide
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 243-254
Persistent link: https://www.econbiz.de/10012194864
Saved in:
6
Disentangling the role of variance and covariance information in portfolio selection problems
Santos, André A. P.
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10012194620
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->